-25.9%
STRL vs THC
+46.1%
-72.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +9.6% | -31.0% | -20.8% |
| 7D | -27.1% | +8.8% | -35.9% | -26.4% |
| 30D | -45.8% | +12.6% | -58.4% | -45.4% |
| 3M | -47.6% | +15.4% | -63.0% | -47.3% |
| 6M | -46.4% | +57.7% | -104.1% | -50.1% |
| YTD | -7.4% | +47.1% | -54.4% | -12.9% |
| 1Y | -25.9% | +40.7% | -66.5% | -28.4% |
| All | -25.9% | +46.1% | -72.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling